Recherche
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A Mean field theory of nonlinear filtering
(Oxford University Press, 2011)Chapitre d'ouvrage -
Interacting path systems for credit portfolio risk analysis
(Bloomberg Press, 2010)Chapitre d'ouvrage -
Comparison of implementations of Gaussian Mixture PHD filters
Communication dans un congrès -
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
(Stochastic Analysis and Applications. vol. 29, n° 6, 2011)Article de revue -
A new class of interacting Markov chain Monte Carlo methods
(Comptes Rendus. Mathématique. vol. 348, n° 1-2, pp. 79-83, 2010)Article de revue -
Particle approximations of a class of branching distribution flows arising in multi-target tracking
(SIAM Journal on Control and Optimization. vol. 49, n° 4, pp. 1766-1792, 2011)Article de revue -
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
(Journal of Computational and Graphical Statistics. vol. 22, n° 3, 2013)Article de revue -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow
(IEEE Journal of Selected Topics in Signal Processing. vol. 7, n° 3, 2013)Article de revue